CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1261 |
-0.0088 |
-0.8% |
1.1199 |
| High |
1.1398 |
1.1303 |
-0.0095 |
-0.8% |
1.1398 |
| Low |
1.1243 |
1.1184 |
-0.0059 |
-0.5% |
1.1072 |
| Close |
1.1274 |
1.1210 |
-0.0064 |
-0.6% |
1.1210 |
| Range |
0.0155 |
0.0119 |
-0.0036 |
-23.2% |
0.0326 |
| ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
300,545 |
329,016 |
28,471 |
9.5% |
1,464,933 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1519 |
1.1275 |
|
| R3 |
1.1470 |
1.1400 |
1.1243 |
|
| R2 |
1.1351 |
1.1351 |
1.1232 |
|
| R1 |
1.1281 |
1.1281 |
1.1221 |
1.1257 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1220 |
| S1 |
1.1162 |
1.1162 |
1.1199 |
1.1138 |
| S2 |
1.1113 |
1.1113 |
1.1188 |
|
| S3 |
1.0994 |
1.1043 |
1.1177 |
|
| S4 |
1.0875 |
1.0924 |
1.1145 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2033 |
1.1389 |
|
| R3 |
1.1879 |
1.1707 |
1.1300 |
|
| R2 |
1.1553 |
1.1553 |
1.1270 |
|
| R1 |
1.1381 |
1.1381 |
1.1240 |
1.1467 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1270 |
| S1 |
1.1055 |
1.1055 |
1.1180 |
1.1141 |
| S2 |
1.0901 |
1.0901 |
1.1150 |
|
| S3 |
1.0575 |
1.0729 |
1.1120 |
|
| S4 |
1.0249 |
1.0403 |
1.1031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1398 |
1.1072 |
0.0326 |
2.9% |
0.0146 |
1.3% |
42% |
False |
False |
292,986 |
| 10 |
1.1398 |
1.0826 |
0.0572 |
5.1% |
0.0151 |
1.3% |
67% |
False |
False |
301,033 |
| 20 |
1.1398 |
1.0529 |
0.0869 |
7.8% |
0.0142 |
1.3% |
78% |
False |
False |
286,662 |
| 40 |
1.1398 |
1.0473 |
0.0925 |
8.3% |
0.0154 |
1.4% |
80% |
False |
False |
281,602 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.9% |
0.0141 |
1.3% |
74% |
False |
False |
203,455 |
| 80 |
1.1864 |
1.0473 |
0.1391 |
12.4% |
0.0144 |
1.3% |
53% |
False |
False |
153,029 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.8% |
0.0131 |
1.2% |
35% |
False |
False |
122,521 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.1% |
0.0126 |
1.1% |
34% |
False |
False |
102,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1615 |
|
1.618 |
1.1496 |
|
1.000 |
1.1422 |
|
0.618 |
1.1377 |
|
HIGH |
1.1303 |
|
0.618 |
1.1258 |
|
0.500 |
1.1244 |
|
0.382 |
1.1229 |
|
LOW |
1.1184 |
|
0.618 |
1.1110 |
|
1.000 |
1.1065 |
|
1.618 |
1.0991 |
|
2.618 |
1.0872 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1290 |
| PP |
1.1232 |
1.1263 |
| S1 |
1.1221 |
1.1237 |
|